I think there should not be difference in gromacs version, You have to define pulling groups in the index files and those pulling groups has to be written in mdp file. Find attached mdp file. I used pulling parameters at the end of the mdp file. (try to use the following gropp command: grompp -f md_pull.mdp -c npt.gro -p topol.top -n index.ndx  -o pull.tpr ). If you send files I can check and will let you know about mistake.

I think that more information is needed to properly answer your question.

What pull code options have you defined in your .mdp file?

What are the index groups that you have defined?

Also, more information regarding the output message from gromacs would be useful.

If I want to move a small molecule across the lipid bilayer, for that, what should be the group0 and group1 to calculate the PMF and diffusion coefficient.?

and how to define them in an index file.

I just ran into the same problem. Please revisit your mdp file, most likely you will find a mismatch between the name pull_group1 in the raw mdp from the tutorial and what gromacs is looking for. Some mdp files from the tutorial are in generic format so you would need to rename them. For example, I had pull_group1 named as pull_group1_name. 

I Hope that helps.